market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
14/05/2024 0.85% 1.18 CHF 1.19 CHF 28,000 28,000 27,998 27,998 32,997 CHF 33,277 CHF 99.97% 99.97%
13/05/2024 0.86% 1.17 CHF 1.18 CHF 28,000 28,000 28,311 28,311 32,667 CHF 32,951 CHF 100.00% 100.00%
10/05/2024 0.95% 1.06 CHF 1.07 CHF 29,000 29,000 29,101 29,101 30,599 CHF 30,890 CHF 100.00% 100.00%
08/05/2024 1.08% 0.92 CHF 0.93 CHF 30,000 30,000 30,250 30,250 27,962 CHF 28,265 CHF 99.25% 99.25%
07/05/2024 1.21% 0.83 CHF 0.84 CHF 31,000 31,000 31,146 31,146 25,660 CHF 25,972 CHF 97.36% 97.36%
06/05/2024 1.17% 0.87 CHF 0.88 CHF 31,000 31,000 31,000 31,000 26,355 CHF 26,665 CHF 98.41% 98.41%
03/05/2024 1.17% 0.83 CHF 0.84 CHF 31,000 31,000 31,000 31,000 26,376 CHF 26,686 CHF 99.99% 99.99%
02/05/2024 1.20% 0.82 CHF 0.83 CHF 31,000 31,000 31,032 31,032 25,732 CHF 26,043 CHF 100.00% 100.00%
30/04/2024 1.14% 0.88 CHF 0.89 CHF 31,000 31,000 30,972 30,972 27,128 CHF 27,438 CHF 100.00% 100.00%
29/04/2024 1.16% 0.87 CHF 0.88 CHF 31,000 31,000 31,000 31,000 26,540 CHF 26,850 CHF 99.99% 99.99%

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